Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Wed, 28 Nov 2007 11:10:23 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Nov/28/t1196272819a22a2w59ejtumm5.htm/, Retrieved Thu, 02 May 2024 09:12:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7188, Retrieved Thu, 02 May 2024 09:12:07 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

189

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [Variance Reduction Matrix] [Variance reductio...] [2007-11-28 18:10:23] [bad81931077d8a4f1668ce1551154583] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

4,68
4,68
4,67
4,58
4,48
4,46
4,46
4,46
4,45
4,45
4,45
4,45
4,45
4,45
4,45
4,45
4,44
4,44
4,44
4,44
4,44
4,43
4,38
4,23
4,2
4,2
4,2
4,2
4,2
4,19
4,16
4,06
4
3,99
3,95
3,81
3,8
3,8
3,8
3,8
3,79
3,79
3,78
3,69
3,69
3,69
3,69
3,69
3,69
3,69
3,69
3,68
3,63
3,61
3,61
3,61
3,6
3,58
3,52
3,52
3,52
3,52
3,52
3,52
3,52
3,52
3,52
3,51
3,47
3,43
3,42
3,42
3,42
3,42
3,42
3,42
3,42
3,42
3,42
3,42
3,42

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7188&T=0

[TABLE]
[ROW][C]Summary of compuational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7188&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7188&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	0.175724444444444	Range	1.26	Trim Var.	0.137112163461539
V(Y[t],d=1,D=0)	0.00100955696202531	Range	0.149999999999999	Trim Var.	0.000597720797720795
V(Y[t],d=2,D=0)	0.00132564102564102	Range	0.23	Trim Var.	0.000353561368209257
V(Y[t],d=3,D=0)	0.00318569763569762	Range	0.350	Trim Var.	0.000932587991718421
V(Y[t],d=0,D=1)	0.0156812446717818	Range	0.430000000000001	Trim Var.	0.0118571038251366
V(Y[t],d=1,D=1)	0.00158691834942932	Range	0.290000000000000	Trim Var.	0.000387683615819209
V(Y[t],d=2,D=1)	0.00182388059701492	Range	0.249999999999999	Trim Var.	0.000712741087083576
V(Y[t],d=3,D=1)	0.00436913752913751	Range	0.449999999999999	Trim Var.	0.00156539624924379
V(Y[t],d=0,D=2)	0.0335137844611529	Range	0.730000000000001	Trim Var.	0.0212953469387755
V(Y[t],d=1,D=2)	0.00355675324675324	Range	0.299999999999999	Trim Var.	0.00185323129251701
V(Y[t],d=2,D=2)	0.00387057239057238	Range	0.279999999999998	Trim Var.	0.00240739795918367
V(Y[t],d=3,D=2)	0.0093647798742138	Range	0.429999999999999	Trim Var.	0.00505953014184397

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.175724444444444 & Range & 1.26 & Trim Var. & 0.137112163461539 \tabularnewline
V(Y[t],d=1,D=0) & 0.00100955696202531 & Range & 0.149999999999999 & Trim Var. & 0.000597720797720795 \tabularnewline
V(Y[t],d=2,D=0) & 0.00132564102564102 & Range & 0.23 & Trim Var. & 0.000353561368209257 \tabularnewline
V(Y[t],d=3,D=0) & 0.00318569763569762 & Range & 0.350 & Trim Var. & 0.000932587991718421 \tabularnewline
V(Y[t],d=0,D=1) & 0.0156812446717818 & Range & 0.430000000000001 & Trim Var. & 0.0118571038251366 \tabularnewline
V(Y[t],d=1,D=1) & 0.00158691834942932 & Range & 0.290000000000000 & Trim Var. & 0.000387683615819209 \tabularnewline
V(Y[t],d=2,D=1) & 0.00182388059701492 & Range & 0.249999999999999 & Trim Var. & 0.000712741087083576 \tabularnewline
V(Y[t],d=3,D=1) & 0.00436913752913751 & Range & 0.449999999999999 & Trim Var. & 0.00156539624924379 \tabularnewline
V(Y[t],d=0,D=2) & 0.0335137844611529 & Range & 0.730000000000001 & Trim Var. & 0.0212953469387755 \tabularnewline
V(Y[t],d=1,D=2) & 0.00355675324675324 & Range & 0.299999999999999 & Trim Var. & 0.00185323129251701 \tabularnewline
V(Y[t],d=2,D=2) & 0.00387057239057238 & Range & 0.279999999999998 & Trim Var. & 0.00240739795918367 \tabularnewline
V(Y[t],d=3,D=2) & 0.0093647798742138 & Range & 0.429999999999999 & Trim Var. & 0.00505953014184397 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7188&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.175724444444444[/C][C]Range[/C][C]1.26[/C][C]Trim Var.[/C][C]0.137112163461539[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.00100955696202531[/C][C]Range[/C][C]0.149999999999999[/C][C]Trim Var.[/C][C]0.000597720797720795[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00132564102564102[/C][C]Range[/C][C]0.23[/C][C]Trim Var.[/C][C]0.000353561368209257[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00318569763569762[/C][C]Range[/C][C]0.350[/C][C]Trim Var.[/C][C]0.000932587991718421[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0156812446717818[/C][C]Range[/C][C]0.430000000000001[/C][C]Trim Var.[/C][C]0.0118571038251366[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00158691834942932[/C][C]Range[/C][C]0.290000000000000[/C][C]Trim Var.[/C][C]0.000387683615819209[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00182388059701492[/C][C]Range[/C][C]0.249999999999999[/C][C]Trim Var.[/C][C]0.000712741087083576[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00436913752913751[/C][C]Range[/C][C]0.449999999999999[/C][C]Trim Var.[/C][C]0.00156539624924379[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0335137844611529[/C][C]Range[/C][C]0.730000000000001[/C][C]Trim Var.[/C][C]0.0212953469387755[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00355675324675324[/C][C]Range[/C][C]0.299999999999999[/C][C]Trim Var.[/C][C]0.00185323129251701[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00387057239057238[/C][C]Range[/C][C]0.279999999999998[/C][C]Trim Var.[/C][C]0.00240739795918367[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0093647798742138[/C][C]Range[/C][C]0.429999999999999[/C][C]Trim Var.[/C][C]0.00505953014184397[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7188&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7188&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)	0.175724444444444	Range	1.26	Trim Var.	0.137112163461539
V(Y[t],d=1,D=0)	0.00100955696202531	Range	0.149999999999999	Trim Var.	0.000597720797720795
V(Y[t],d=2,D=0)	0.00132564102564102	Range	0.23	Trim Var.	0.000353561368209257
V(Y[t],d=3,D=0)	0.00318569763569762	Range	0.350	Trim Var.	0.000932587991718421
V(Y[t],d=0,D=1)	0.0156812446717818	Range	0.430000000000001	Trim Var.	0.0118571038251366
V(Y[t],d=1,D=1)	0.00158691834942932	Range	0.290000000000000	Trim Var.	0.000387683615819209
V(Y[t],d=2,D=1)	0.00182388059701492	Range	0.249999999999999	Trim Var.	0.000712741087083576
V(Y[t],d=3,D=1)	0.00436913752913751	Range	0.449999999999999	Trim Var.	0.00156539624924379
V(Y[t],d=0,D=2)	0.0335137844611529	Range	0.730000000000001	Trim Var.	0.0212953469387755
V(Y[t],d=1,D=2)	0.00355675324675324	Range	0.299999999999999	Trim Var.	0.00185323129251701
V(Y[t],d=2,D=2)	0.00387057239057238	Range	0.279999999999998	Trim Var.	0.00240739795918367
V(Y[t],d=3,D=2)	0.0093647798742138	Range	0.429999999999999	Trim Var.	0.00505953014184397

Parameters (Session):

par1 = 4 ;

Parameters (R input):

par1 = 12 ;

R code (references can be found in the software module):

par1 <- as.numeric(par1)
n <- length(x)
sx <- sort(x)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variance Reduction Matrix',6,TRUE)
a<-table.row.end(a)
for (bigd in 0:2) {
for (smalld in 0:3) {
mylabel <- 'V(Y[t],d='
mylabel <- paste(mylabel,as.character(smalld),sep='')
mylabel <- paste(mylabel,',D=',sep='')
mylabel <- paste(mylabel,as.character(bigd),sep='')
mylabel <- paste(mylabel,')',sep='')
a<-table.row.start(a)
a<-table.element(a,mylabel,header=TRUE)
myx <- x
if (smalld > 0) myx <- diff(x,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,var(myx))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,max(myx)-min(myx))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code